China National Gold Group Gold Jewellery Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:97.26% (-9.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2205 | 9.93 | |
| 0.2080 | 12.89 | |
| 0.8066 | 81.52 | |
| -0.1159 | -5.55 |
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Feb 5, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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